uncorbets: Uncorrelated Bets via Minimum Torsion Algorithm

Implements Minimum Torsion for portfolio diversification as described in Meucci, Attilio (2013) <doi:10.2139/ssrn.2276632>.

Version: 0.1.1
Depends: R (≥ 2.10)
Imports: assertthat (≥ 0.2.1), NlcOptim (≥ 0.6), stats
Suggests: spelling, covr, testthat (≥ 3.0.0)
Published: 2021-09-24
Author: Bernardo Reckziegel [aut, cre, cph]
Maintainer: Bernardo Reckziegel <bernardo_cse at hotmail.com>
BugReports: https://github.com/Reckziegel/uncorbets/issues
License: MIT + file LICENSE
URL: https://github.com/Reckziegel/uncorbets
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: uncorbets results

Downloads:

Reference manual: uncorbets.pdf
Package source: uncorbets_0.1.1.tar.gz
Windows binaries: r-devel: uncorbets_0.1.1.zip, r-release: uncorbets_0.1.1.zip, r-oldrel: uncorbets_0.1.1.zip
macOS binaries: r-release (arm64): uncorbets_0.1.1.tgz, r-release (x86_64): uncorbets_0.1.1.tgz, r-oldrel: uncorbets_0.1.1.tgz
Old sources: uncorbets archive

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